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Sibirskii Matematicheskii Zhurnal, 2011, Volume 52, Number 4, Pages 754–764
(Mi smj2236)
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This article is cited in 1 scientific paper (total in 1 paper)
The functional limit theorem for the canonical $U$-processes defined on dependent trials
I. S. Borisova, V. A. Zhechevb a Sobolev Institute of Mathematics, Novosibirsk, Russia
b Novosibirsk State University, Novosibirsk, Russia
Abstract:
The functional limit theorem is proven for a sequence of normalized $U$-statistics (the socalled $U$-processes) of arbitrary order with canonical (degenerate) kernels defined on samples of $\varphi$-mixing observations of growing size. The corresponding limit distribution is described as that of a polynomial of a sequence of dependent Wiener processes with some known covariance function.
Keywords:
canonical $U$-statistics, invariance principle, stationary sequence of observations, $\varphi$-mixing.
Received: 09.02.2011
Citation:
I. S. Borisov, V. A. Zhechev, “The functional limit theorem for the canonical $U$-processes defined on dependent trials”, Sibirsk. Mat. Zh., 52:4 (2011), 754–764; Siberian Math. J., 52:4 (2011), 593–601
Linking options:
https://www.mathnet.ru/eng/smj2236 https://www.mathnet.ru/eng/smj/v52/i4/p754
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Abstract page: | 424 | Full-text PDF : | 112 | References: | 68 | First page: | 6 |
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